Xcelerit SDK

The award-winning Xcelerit SDK is a software toolkit to boost the performance of compute-intensive applications while preserving programmers’ productivity.

From a modified sequential source code – free from any parallel constructs, low-level compiler directives, etc. – the Xcelerit SDK can generate highly optimised code for a variety of target processors. These include multi-core CPUs, GPUs, and Intel Xeon Phi – and combinations of these in a grid. The programming interface is intuitive and suitable for many classes of algorithms, e.g. Monte-Carlo, Finite-difference, or Lattice-based methods.

The Xcelerit SDK is targeted at domain-specialists performing heavy computations with the need of a flexible in-house solution. Users can focus on the core of their algorithm and the problem at hand, and yet they can generate high-performance programs.

Key Benefits

Speed: dramatically increase performance of existing applications

Productivity: easily program for high-performance hardware

Cost Reduction: Massively reduce software development and maintenance time, and cut IT infrastructure costs

Key Features

Easily integrates with existing code and libraries

Portable: single source code runs on all supported hardware

Future-proof: adapts to hardware evolution without further code changes

“Xcelerit technology helped us boost a complex credit risk computation. No expert programming skills were required and with only minor changes to our original sequential code we observed a dramatic performance increase.”Credit Risk Quant

“This is a very efficient way to cut infrastructure and development costs.”Eurico CovasHead of QRVG Development and Hedge Accounting Systems

“The Xcelerit toolkit allowed us to quickly assess the suitability of GPU hardware for exotic derivatives pricing. Within just a couple of days of integration we were able to demonstrate a dramatic performance gain.”Software Advisor